Gaussian process emulation for second-order Monte Carlo simulations (original) (raw)

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Computers & Chemical Engineering, 2010

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Statistical uncertainty analysis for stochastic simulation

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Modeling of computer experiments for uncertainty propagation and sensitivity analysis

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An exact framework for uncertainty quantification in Monte Carlo simulation

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Stochastic Simulators: An Overview with Opportunities

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Accounting for Model Discrepancy in Uncertainty Analysis by Combining Numerical Simulation and Bayesian Emulation Techniques

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Experimental evaluation of confidence interval procedures in sequential steady-state simulation

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GPfit : An R Package for Fitting a Gaussian Process Model to Deterministic Simulator Outputs

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Remarks on uncertainty analysis in large-scale simulation models

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Multivariate Input Uncertainty in Output Analysis for Stochastic Simulation

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Multivariate Gaussian Process Emulators With Nonseparable Covariance Structures

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Gaussian Process Emulators for Computer Experiments with Inequality Constraints

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A fast and calibrated computer model emulator: an empirical Bayes approach

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A Fast, Scalable, and Calibrated Computer Model Emulator: An Empirical Bayes Approach

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Statistical Sample Size Determination for Uncertainty Quantification and Error Control in Validation of Simulation Experiments

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Initial Development of Statistically Based Validation Process for Computational Simulation

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